+239.0%
TSEM vs USFD
+32.2%
+206.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.1% |
| 7D | +10.4% | -3.3% | +13.8% | +10.6% |
| 30D | -12.9% | -5.3% | -7.6% | -12.7% |
| 3M | -9.2% | +18.8% | -28.0% | -11.7% |
| 6M | +98.8% | +14.3% | +84.5% | +95.5% |
| YTD | +87.2% | +36.9% | +50.3% | +82.1% |
| 1Y | +239.0% | +31.7% | +207.3% | +213.7% |
| All | +239.0% | +32.2% | +206.8% | +213.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling